+1,527.5%
META vs CBRE
+832.8%
+694.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +6.7% | -2.0% | +8.7% | +7.5% |
| 30D | +4.8% | -2.2% | +6.9% | +5.5% |
| 3M | -1.6% | +12.9% | -14.5% | -6.6% |
| 6M | -7.5% | +4.3% | -11.8% | -9.7% |
| YTD | -6.4% | -8.0% | +1.7% | -4.7% |
| 1Y | -17.3% | -8.6% | -8.8% | -16.0% |
| 3Y | +109.9% | +71.9% | +38.0% | +61.9% |
| 5Y | +65.4% | +50.0% | +15.4% | +33.7% |
| 10Y | +391.8% | +390.1% | +1.8% | +157.9% |
| All | +1,527.5% | +832.8% | +694.7% | +732.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling